+17.3%
CHRW vs OMC
+9.8%
+7.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.1% |
| 7D | -1.8% | -6.4% | +4.6% | -0.6% |
| 30D | -3.9% | +1.1% | -5.0% | -4.1% |
| 3M | -19.7% | +10.4% | -30.2% | -21.5% |
| 6M | -21.7% | -1.7% | -20.0% | -22.0% |
| YTD | -7.5% | +4.4% | -12.0% | -9.2% |
| 1Y | +17.3% | +8.4% | +8.9% | +14.1% |
| All | +17.3% | +9.8% | +7.6% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded OMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling